+79.2%
LPLA vs UTHR
+190.6%
-111.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.9% | +5.2% | -6.1% | -1.5% |
| 30D | -9.5% | +9.5% | -19.0% | -10.4% |
| 3M | -21.9% | +17.9% | -39.8% | -23.5% |
| 6M | -2.6% | +2.0% | -4.6% | -2.9% |
| YTD | -17.8% | +21.3% | -39.1% | -20.0% |
| 1Y | -21.2% | +27.9% | -49.1% | -23.8% |
| 3Y | +30.6% | +162.3% | -131.7% | +9.3% |
| All | +79.2% | +190.6% | -111.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling